Why not? It's obvious for most species, but when it comes to dolphins and the great apes, the line is no longer so clear.
We do not have a moral obligation to stop two humans from killing each other, either, especially if there is a clear risk to our own life. Most people would in most cases feel compelled to, yes, but I see no obligation.
We certainly do have the moral obligation to stop two humans from killing each other. That's the entire purpose behind our laws against murder. You may not be personally responsible for apprehending the people involved, but you are absolutely required to notify the authorities. Failing to do so is a crime, at least in the United States.
Nite_Hawk